A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods
10.1023/B:JOGO.0000015311.63755.01
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sg-nus-scholar.10635-442302023-10-26T09:40:23Z A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods Liu, X. Sun, J. SINGAPORE-MIT ALLIANCE DECISION SCIENCES Decomposition Infeasible primal-dual interior point method Scenario analysis Stochastic linear programs 10.1023/B:JOGO.0000015311.63755.01 Journal of Global Optimization 28 2 197-215 JGOPE 2013-10-09T06:19:16Z 2013-10-09T06:19:16Z 2004 Article Liu, X., Sun, J. (2004). A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods. Journal of Global Optimization 28 (2) : 197-215. ScholarBank@NUS Repository. https://doi.org/10.1023/B:JOGO.0000015311.63755.01 09255001 http://scholarbank.nus.edu.sg/handle/10635/44230 000188853400005 Scopus |
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Decomposition Infeasible primal-dual interior point method Scenario analysis Stochastic linear programs |
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Decomposition Infeasible primal-dual interior point method Scenario analysis Stochastic linear programs Liu, X. Sun, J. A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods |
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10.1023/B:JOGO.0000015311.63755.01 |
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SINGAPORE-MIT ALLIANCE |
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SINGAPORE-MIT ALLIANCE Liu, X. Sun, J. |
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Article |
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Liu, X. Sun, J. |
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Liu, X. |
title |
A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods |
title_short |
A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods |
title_full |
A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods |
title_fullStr |
A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods |
title_full_unstemmed |
A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods |
title_sort |
new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods |
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2013 |
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http://scholarbank.nus.edu.sg/handle/10635/44230 |
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